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The Simplex Method - Maximization

Applying elementary row operations to an augmented matrix does not change the solution set of the corresponding system of linear equations.

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0% found this document useful (0 votes)
50 views

The Simplex Method - Maximization

Applying elementary row operations to an augmented matrix does not change the solution set of the corresponding system of linear equations.

Uploaded by

fatin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MATH 304

Linear Algebra
Lecture 2:
Gaussian elimination.
System of linear equations


 a11 x1 + a12 x2 + · · · + a1n xn = b1
a21 x1 + a22 x2 + · · · + a2n xn = b2


 ·········
am1 x1 + am2 x2 + · · · + amn xn = bm

Here x1 , x2 , . . . , xn are variables and aij , bj are


constants.
A solution of the system is a common solution of all
equations in the system.

A system of linear equations can have one solution,


infinitely many solutions, or no solution at all.
y


x − y = −2
x = 0, y = 2
2x + 3y = 6
y


2x + 3y = 2 inconsistent system
2x + 3y = 6 (no solutions)
y


4x + 6y = 12
⇐⇒ 2x + 3y = 6
2x + 3y = 6
Solving systems of linear equations
Elimination method always works for systems of
linear equations.
Algorithm: (1) pick a variable, solve one of the
equations for it, and eliminate it from the other
equations; (2) put aside the equation used in the
elimination, and return to step (1).
x − y = 2 =⇒ x = y + 2
2x − y − z = 5 =⇒ 2(y + 2) − y − z = 5
After the elimination is completed, the system is
solved by back substitution.
y = 1 =⇒ x = y + 2 = 3
Gaussian elimination
Gaussian elimination is a modification of the
elimination method that allows only so-called
elementary operations.
Elementary operations for systems of linear equations:
(1) to multiply an equation by a nonzero scalar;
(2) to add an equation multiplied by a scalar to
another equation;
(3) to interchange two equations.

Theorem Applying elementary operations to a


system of linear equations does not change the
solution set of the system.
Operation 1: multiply the ith equation by r 6= 0.


 a11 x1 + a12 x2 + · · · + a1n xn = b1


 ············
ai1 x1 + ai2 x2 + · · · + ain xn = bi
············




am1 x1 + am2 x2 + · · · + amn xn = bm



 a11 x1 + a12 x2 + · · · + a1n xn = b1


 ············
=⇒ (rai1 )x1 + (rai2 )x2 + · · · + (rain )xn = rbi
············




am1 x1 + am2 x2 + · · · + amn xn = bm

To undo the operation, multiply the ith equation by r −1 .


Operation 2: add r times the ith equation to the
jth equation.


 ············
 ai1 x1 + ai2 x2 + · · · + ain xn = bi


············ =⇒
a x + aj2 x2 + · · · + ajn xn = bj


 j1 1


············


 ············


 ai1 x1 + · · · + ain xn = bi
············
(a + rai1 )x1 + · · · + (ajn + rain )xn = bj + rbi


 j1


············
To undo the operation, add −r times the ith
equation to the jth equation.
Operation 3: interchange the ith and jth equations.


 ············
 ai1 x1 + ai2 x2 + · · · + ain xn = bi


············
a x + aj2 x2 + · · · + ajn xn = bj


 j1 1


············


 ············
 aj1 x1 + aj2 x2 + · · · + ajn xn = bj


=⇒ ············
a x + ai2 x2 + · · · + ain xn = bi


 i1 1


············
To undo the operation, apply it once more.
Example.

 x − y = 2
2x − y − z = 3
x + y + z = 6

Add −2 times the 1st equation to the 2nd equation:



x − y = 2
y − z = −1 R2 := R2 − 2 ∗ R1
x + y + z = 6

Add −1 times the 1st equation to the 3rd equation:



x − y = 2
y − z = −1
2y + z = 4

Add −2 times the 2nd equation to the 3rd equation:

x − y = 2
y − z = −1
3z = 6

The elimination is completed, and we can solve the


system by back substitution. However we may as
well proceed with elementary operations.
Multiply the 3rd equation by 1/3:

x − y = 2
y − z = −1
z = 2

Add the 3rd equation to the 2nd equation:

x − y = 2
y = 1
z = 2

Add the 2nd equation to the 1st equation:



x = 3
y = 1
z = 2

System of linear equations:

x −y =2
2x − y − z = 3
x +y +z =6

Solution: (x, y , z) = (3, 1, 2)


Another example.

 x + y − 2z = 1
y − z = 3
−x + 4y − 3z = 1

Add the 1st equation to the 3rd equation:



x + y − 2z = 1
y − z = 3
5y − 5z = 2

Add −5 times the 2nd equation to the 3rd equation:



 x + y − 2z = 1
y − z = 3
0 = −13

System of linear equations:

 x + y − 2z = 1
y −z =3
−x + 4y − 3z = 1

Solution: no solution (inconsistent system).


Yet another example.

 x + y − 2z = 1
y − z = 3
−x + 4y − 3z = 14

Add the 1st equation to the 3rd equation:



x + y − 2z = 1
y − z = 3
5y − 5z = 15

Add −5 times the 2nd equation to the 3rd equation:



 x + y − 2z = 1
y − z = 3
0 = 0

Add −1 times the 2nd equation to the 1st equation:

x − z = −2 
x =z −2
y − z = 3 ⇐⇒
y =z +3
0 = 0

Here z is a free variable.



x = t −2
It follows that y =t +3 for some t ∈ R.
z =t

System of linear equations:

 x + y − 2z = 1
y −z =3
−x + 4y − 3z = 14

Solution: (x, y , z) = (t − 2, t + 3, t), t ∈ R.


In vector form, (x, y , z) = (−2, 3, 0) + t(1, 1, 1).

The set of all solutions is a line in R3 passing


through the point (−2, 3, 0) in the direction
(1, 1, 1).
Matrices
Definition. A matrix is a rectangular array of numbers.
 
2 7  
2 7 0.2
Examples:  −1 0 , ,
4.6 1 1
3 3
 
3/5 √ √
 
 5/8 , ( 2, 0, − 3, 5), 1 1
.
0 1
4
dimensions = (# of rows) × (# of columns)
n-by-n: square matrix
n-by-1: column vector
1-by-n: row vector
System of linear equations:


 a11 x1 + a12 x2 + · · · + a1n xn = b1
a21 x1 + a22 x2 + · · · + a2n xn = b2


 ·········
am1 x1 + am2 x2 + · · · + amn xn = bm

Coefficient matrix and column vector of the


right-hand sides:
   
a11 a12 . . . a1n b1
 21 a22 . . . a2n 
a
 b2 
  
 .. .. . . . ..   .. 
 . . .   . 
am1 am2 . . . amn bm
System of linear equations:


 a11 x1 + a12 x2 + · · · + a1n xn = b1
a21 x1 + a22 x2 + · · · + a2n xn = b2


 ·········
am1 x1 + am2 x2 + · · · + amn xn = bm

Augmented matrix:
 
a11 a12 . . . a1n b1
a
 21 a22 . . . a2n b2 
 .. .. . . . ... .. 
 . . . 
am1 am2 . . . amn bm
Elementary operations for systems of linear
equations correspond to elementary row operations
for augmented matrices:
(1) to multiply a row by a nonzero scalar;
(2) to add the ith row multiplied by some r ∈ R to
the jth row;
(3) to interchange two rows.

Remark. Rows are added and multiplied by scalars


as vectors (namely, row vectors).

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